Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 8.43% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'718 CHF | 6'218 CHF | 99.95% | 99.95% |
19.11.2024 | 9.78% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 59'273 | 59'274 | 5'721 CHF | 6'314 CHF | 97.14% | 97.14% |
18.11.2024 | 10.92% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 6'501 CHF | 7'251 CHF | 99.88% | 99.88% |
15.11.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 74'670 | 74'670 | 6'504 CHF | 7'251 CHF | 100.00% | 100.00% |
14.11.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 71'244 | 71'244 | 6'483 CHF | 7'196 CHF | 99.53% | 99.53% |
13.11.2024 | 10.35% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 70'266 | 70'268 | 6'415 CHF | 7'118 CHF | 99.95% | 99.95% |
12.11.2024 | 9.05% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'287 CHF | 5'787 CHF | 99.75% | 99.75% |
11.11.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'989 CHF | 6'489 CHF | 99.80% | 99.80% |
08.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'527 CHF | 6'027 CHF | 99.84% | 99.84% |
07.11.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'663 CHF | 6'163 CHF | 96.73% | 96.73% |